Solving Least Squares Problems

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Society for Industrial and Applied Mathematics, 1995 - Mathematics - 337 pages
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An accessible text for the study of numerical methods for solving least squares problems remains an essential part of a scientific software foundation. This book has served this purpose well. Numerical analysts, statisticians, and engineers have developed techniques and nomenclature for the least squares problems of their own discipline. This well-organized presentation of the basic material needed for the solution of least squares problems can unify this divergence of methods. Mathematicians, practising engineers, and scientists will welcome its return to print. The material covered includes Householder and Givens orthogonal transformations, the QR and SVD decompositions, equality constraints, solutions in nonnegative variables, banded problems, and updating methods for sequential estimation. Both the theory and practical algorithms are included. The easily understood explanations and the appendix providing a review of basic linear algebra make the book accessible for the non-specialist.

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About the author (1995)

Richard Hanson is a former Algorithms Editor for ACM. He has over five decades of practical experience in the development of mathematical software. He has worked with academics, the US Government, and private software firms. He now has his own consulting business and is working on a new parallel version of the ARPACK eigenvalue package.

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